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Iterative weighted least-squares identification and weighted LQG control design

Authors
Journal
Automatica
0005-1098
Publisher
Elsevier
Publication Date
Volume
31
Issue
11
Identifiers
DOI: 10.1016/0005-1098(95)00082-8
Keywords
  • Closed-Loop Identification
  • Linear-Quadratic Gaussian Control
  • Iterative Control Design
  • Robust Control
Disciplines
  • Design

Abstract

Abstract Many practical applications of control system design based on input-output measurements permit the repeated application of a system identification procedure operating on closed-loop data together with successive refinements of the designed controller. Here we develop a paradigm for such an iterative design. The key to the procedure is to account for evaluated modelling error in the control design and, equally, to let the closed-loop controller requirements determine the identification criterion. With an H 2 control problem, this is achieved by frequency weighting the linear-quadratic Gaussian (LQG) control criterion with filters that reflect the closed-loop plant/model mismatch, and by filtering the identifier signals used in a least-squares identification scheme in a logical and mutually supportive fashion.

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